Trait Scheduling

pub trait Scheduling {
    // Required methods
    fn try_udate(&self, udate: &NaiveDateTime) -> Result<NaiveDateTime, PyErr>;
    fn next(&self, date: &NaiveDateTime) -> NaiveDateTime;
    fn previous(&self, date: &NaiveDateTime) -> NaiveDateTime;
    fn try_uregular(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> Result<Vec<NaiveDateTime>, PyErr>;

    // Provided methods
    fn try_unext(&self, udate: &NaiveDateTime) -> Result<NaiveDateTime, PyErr> { ... }
    fn try_uprevious(
        &self,
        udate: &NaiveDateTime,
    ) -> Result<NaiveDateTime, PyErr> { ... }
    fn try_uregular_from_unext(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> Result<Vec<NaiveDateTime>, PyErr> { ... }
    fn is_regular_period(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_short_front_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_long_front_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_short_back_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_long_back_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_front_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn is_back_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
    ) -> bool { ... }
    fn try_infer_ufront_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
        short: bool,
    ) -> Result<Option<NaiveDateTime>, PyErr> { ... }
    fn try_infer_uback_stub(
        &self,
        ueffective: &NaiveDateTime,
        utermination: &NaiveDateTime,
        short: bool,
    ) -> Result<Option<NaiveDateTime>, PyErr> { ... }
    fn periods_per_annum(&self) -> f64 { ... }
}

Used to define periods of financial instrument schedules.

Required Methods

fn try_udate(&self, udate: &NaiveDateTime) -> Result<NaiveDateTime, PyErr>

Validate if an unadjusted date aligns with the scheduling object.

fn next(&self, date: &NaiveDateTime) -> NaiveDateTime

Calculate the next unadjusted scheduling period date from a given date.

The input date is not checked to align with the scheduling object. This can lead to to optically unexpected results (see examples). If a check on the date is required use the try_unext method instead.

Examples

let f = Frequency::Months{number:1, roll: Some(RollDay::Day(1))};
let result = f.next(&ndt(2000, 1, 31));
assert_eq!(ndt(2000, 2, 1), result);
assert!(f.try_unext(&ndt(2000, 1, 31)).is_err());

fn previous(&self, date: &NaiveDateTime) -> NaiveDateTime

Calculate the previous unadjusted scheduling period date from a given date.

The input date is not checked to align with the scheduling object. This can lead to to optically unexpected results (see examples). If a check on the date is required use the try_uprevious method instead.

Examples

let f = Frequency::Months{number:1, roll: Some(RollDay::Day(31))};
let result = f.previous(&ndt(2000, 2, 1));
assert_eq!(ndt(2000, 1, 31), result);
assert!(f.try_uprevious(&ndt(2000, 2, 1)).is_err());

fn try_uregular( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> Result<Vec<NaiveDateTime>, PyErr>

Return a vector of unadjusted regular scheduling dates if it exists.

Notes

In many standard cases this will simply use the provided method try_uregular_from_unext, but allows for custom implementations when required.

Provided Methods

fn try_unext(&self, udate: &NaiveDateTime) -> Result<NaiveDateTime, PyErr>

Calculate the next unadjusted scheduling period date from an unadjusted base date.

Notes

This method first checks that the udate is valid and returns an error if not.

fn try_uprevious(&self, udate: &NaiveDateTime) -> Result<NaiveDateTime, PyErr>

Calculate the previous unadjusted scheduling period date from an unadjusted base date.

Notes

This method first checks that the udate is valid and returns an error if not.

fn try_uregular_from_unext( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> Result<Vec<NaiveDateTime>, PyErr>

Return a vector of unadjusted regular scheduling dates if it exists.

Notes

This method begins with ueffective and repeatedly applies try_unext to derive all appropriate dates until utermination.

fn is_regular_period( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define a regular period under a scheduling object.

Notes

This method tests if try_uregular has exactly two dates.

fn is_short_front_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define a short front stub period under a scheduling object.

Notes

This method tests if try_uprevious is before ueffective. If dates are undeterminable this returns false.

fn is_long_front_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define a long front stub period under a scheduling object.

fn is_short_back_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define a short back stub period under a scheduling object.

Notes

This method tests if Scheduling::try_unext is after utermination. If dates are undeterminable this returns false.

fn is_long_back_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define a long back stub period under a scheduling object.

fn is_front_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define any front stub under a scheduling object.

Notes

If dates are undeterminable this returns false.

fn is_back_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, ) -> bool

Check if two given unadjusted dates define any back stub under a scheduling object.

Notes

If dates are undeterminable this returns false.

fn try_infer_ufront_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, short: bool, ) -> Result<Option<NaiveDateTime>, PyErr>

Infer an unadjusted front stub date from unadjusted irregular schedule dates.

Notes

If a regular schedule is defined then the result will hold None as no stub is required. If a stub can be inferred then it will be returned as Some(date). An errors will be returned if the dates are too close together to infer stubs and do not define a regular period.

fn try_infer_uback_stub( &self, ueffective: &NaiveDateTime, utermination: &NaiveDateTime, short: bool, ) -> Result<Option<NaiveDateTime>, PyErr>

Infer an unadjusted back stub date from unadjusted irregular schedule dates.

Notes

If a regular schedule is defined then the result will hold None as no stub is required. If a stub can be inferred then it will be returned as Some(date). An errors will be returned if the dates are too close together to infer stubs and do not define a regular period.

fn periods_per_annum(&self) -> f64

Get the approximate number of coupons per annum.

This will average the number coupons paid in 50 year period.

Implementors

impl Scheduling for Frequency